+36.0%
LHX vs JBHT
+22.5%
+13.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.1% |
| 7D | +4.8% | +7.0% | -2.2% | +3.8% |
| 30D | +14.7% | +0.5% | +14.2% | +14.5% |
| 3M | -5.1% | -17.4% | +12.2% | -2.9% |
| 6M | -9.9% | -1.7% | -8.2% | -10.4% |
| YTD | -6.1% | +20.7% | -26.8% | -9.6% |
| 1Y | -4.0% | +41.1% | -45.1% | -9.7% |
| 3Y | +56.9% | +38.0% | +18.9% | +46.1% |
| All | +36.0% | +22.5% | +13.5% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling